+69.4%
USAR vs BDX
-5.7%
+75.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.6% |
| 7D | -4.4% | -3.6% | -0.9% | -3.6% |
| 30D | -10.4% | +0.7% | -11.1% | -10.5% |
| 3M | -18.4% | +19.0% | -37.3% | -22.3% |
| 6M | -8.8% | +10.8% | -19.6% | -10.8% |
| YTD | +43.4% | +20.1% | +23.2% | +35.5% |
| 1Y | +21.0% | +23.1% | -2.1% | +13.4% |
| 3Y | +67.7% | -8.8% | +76.6% | +63.6% |
| All | +69.4% | -5.7% | +75.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling